NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 4.063 4.010 -0.053 -1.3% 4.215
High 4.115 4.082 -0.033 -0.8% 4.319
Low 4.023 3.994 -0.029 -0.7% 3.994
Close 4.046 4.071 0.025 0.6% 4.071
Range 0.092 0.088 -0.004 -4.3% 0.325
ATR 0.113 0.111 -0.002 -1.6% 0.000
Volume 6,919 10,361 3,442 49.7% 37,723
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.313 4.280 4.119
R3 4.225 4.192 4.095
R2 4.137 4.137 4.087
R1 4.104 4.104 4.079 4.121
PP 4.049 4.049 4.049 4.057
S1 4.016 4.016 4.063 4.033
S2 3.961 3.961 4.055
S3 3.873 3.928 4.047
S4 3.785 3.840 4.023
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.103 4.912 4.250
R3 4.778 4.587 4.160
R2 4.453 4.453 4.131
R1 4.262 4.262 4.101 4.195
PP 4.128 4.128 4.128 4.095
S1 3.937 3.937 4.041 3.870
S2 3.803 3.803 4.011
S3 3.478 3.612 3.982
S4 3.153 3.287 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.319 3.994 0.325 8.0% 0.110 2.7% 24% False True 7,544
10 4.319 3.994 0.325 8.0% 0.115 2.8% 24% False True 5,820
20 4.553 3.994 0.559 13.7% 0.104 2.5% 14% False True 6,023
40 4.896 3.994 0.902 22.2% 0.109 2.7% 9% False True 5,167
60 4.896 3.994 0.902 22.2% 0.112 2.7% 9% False True 4,157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.456
2.618 4.312
1.618 4.224
1.000 4.170
0.618 4.136
HIGH 4.082
0.618 4.048
0.500 4.038
0.382 4.028
LOW 3.994
0.618 3.940
1.000 3.906
1.618 3.852
2.618 3.764
4.250 3.620
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 4.060 4.067
PP 4.049 4.063
S1 4.038 4.059

These figures are updated between 7pm and 10pm EST after a trading day.

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